| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-1997 |
08-Sep-1997 |
Change |
Change % |
Previous Week |
| Open |
1,105.82 |
1,111.15 |
5.33 |
0.5% |
1,074.17 |
| High |
1,119.85 |
1,124.33 |
4.48 |
0.4% |
1,119.85 |
| Low |
1,104.78 |
1,111.15 |
6.37 |
0.6% |
1,074.17 |
| Close |
1,111.15 |
1,117.82 |
6.67 |
0.6% |
1,111.15 |
| Range |
15.07 |
13.18 |
-1.89 |
-12.5% |
45.68 |
| ATR |
21.36 |
20.78 |
-0.58 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,157.31 |
1,150.74 |
1,125.07 |
|
| R3 |
1,144.13 |
1,137.56 |
1,121.44 |
|
| R2 |
1,130.95 |
1,130.95 |
1,120.24 |
|
| R1 |
1,124.38 |
1,124.38 |
1,119.03 |
1,127.67 |
| PP |
1,117.77 |
1,117.77 |
1,117.77 |
1,119.41 |
| S1 |
1,111.20 |
1,111.20 |
1,116.61 |
1,114.49 |
| S2 |
1,104.59 |
1,104.59 |
1,115.40 |
|
| S3 |
1,091.41 |
1,098.02 |
1,114.20 |
|
| S4 |
1,078.23 |
1,084.84 |
1,110.57 |
|
|
| Weekly Pivots for week ending 05-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,238.76 |
1,220.64 |
1,136.27 |
|
| R3 |
1,193.08 |
1,174.96 |
1,123.71 |
|
| R2 |
1,147.40 |
1,147.40 |
1,119.52 |
|
| R1 |
1,129.28 |
1,129.28 |
1,115.34 |
1,138.34 |
| PP |
1,101.72 |
1,101.72 |
1,101.72 |
1,106.26 |
| S1 |
1,083.60 |
1,083.60 |
1,106.96 |
1,092.66 |
| S2 |
1,056.04 |
1,056.04 |
1,102.78 |
|
| S3 |
1,010.36 |
1,037.92 |
1,098.59 |
|
| S4 |
964.68 |
992.24 |
1,086.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,124.33 |
1,074.17 |
50.16 |
4.5% |
16.77 |
1.5% |
87% |
True |
False |
|
| 10 |
1,124.33 |
1,064.57 |
59.76 |
5.3% |
17.83 |
1.6% |
89% |
True |
False |
|
| 20 |
1,145.27 |
1,060.88 |
84.39 |
7.5% |
22.78 |
2.0% |
67% |
False |
False |
|
| 40 |
1,151.82 |
1,015.62 |
136.20 |
12.2% |
22.76 |
2.0% |
75% |
False |
False |
|
| 60 |
1,151.82 |
947.78 |
204.04 |
18.3% |
20.68 |
1.9% |
83% |
False |
False |
|
| 80 |
1,151.82 |
908.72 |
243.10 |
21.7% |
20.39 |
1.8% |
86% |
False |
False |
|
| 100 |
1,151.82 |
793.13 |
358.69 |
32.1% |
20.43 |
1.8% |
91% |
False |
False |
|
| 120 |
1,151.82 |
779.17 |
372.65 |
33.3% |
20.89 |
1.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,180.35 |
|
2.618 |
1,158.84 |
|
1.618 |
1,145.66 |
|
1.000 |
1,137.51 |
|
0.618 |
1,132.48 |
|
HIGH |
1,124.33 |
|
0.618 |
1,119.30 |
|
0.500 |
1,117.74 |
|
0.382 |
1,116.18 |
|
LOW |
1,111.15 |
|
0.618 |
1,103.00 |
|
1.000 |
1,097.97 |
|
1.618 |
1,089.82 |
|
2.618 |
1,076.64 |
|
4.250 |
1,055.14 |
|
|